Update comment on validate sphinx to be more helpful (#2751)

Summary:
Pull Request resolved: #2751

This was failing for me and it wasn't immediately clear what file to update and where that file would be located. Hopefully just makes it easier for anyone who hits this failure in the future.

If we hate this idc if we don't want to commit it

Differential Revision: D62313321

scripts/validate_sphinx.py

@@ -50,6 +50,8 @@ def validate_complete_sphinx(path_to_ax: str) -> None:
     * Every single non-package (i.e. py file) module should be included in rst file with
       `automodule::` directive. Sphinx will then automatically include all members from
        the module in the documentation.
+    * The files are located in the github/sphinx/source folder. If this is failing,
+      ensure your file/module is present in the correct location in that folder.
 
     Note: this function does not validate any documentation for the 'ax' module.